Calculating the Implied Volatility of a Put Option Using Python
In answer to a question, I wanted to show how to calculate the implied volatility of a put option. The code I had used previously was only for a call. I want to emphasize that the method used here is much more general than just a tool to calculate volatility and so before moving on to puts, I show how to modify the code for a function I made up on the spot.
Original Video on root-finding and implied volatility: • Calculating Implied Volatility from an Opt...
Video on issues with ITM options whose price is less than its intrinsic value: • Debugging the Python Implied Volatility Code
Github: https://github.com/kpmooney/numerical...
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